And Wales prop Jenkins reckons cup kings the Blues will complete a hat-trick of wins in the Anglo-Welsh final clash at Twickenham.
"We've beaten Gloucester twice this season, but this is the one that really means so much to the squad," said the 28-year-old.
"We have players like Nicky and Jamie Robinson and Jason Spice leaving us in the summer and it would be great to send them off with a final win.
"We want to do it for them and for the whole squad. It would be the region's first trophy and that would mean a hell of a lot.
"When I joined the Blues, I dreamed of games like this. To be in the EDF final and the top four in Europe speaks volumes of how far we've come."
Jenkins was named man-of-the-match in Cardiff's stunning Heineken Cup quarter-final victory over three-times European champions Toulouse.
And his inspired form has made him a shoe-in for this summer's British & Irish Lions squad to South Africa, to be announced next Tuesday.
"There's only one game left before the squad is named and there will be a lot of relief or disappointment," added Jenkins.
"The Lions is in the back of my mind and I'm feeling great at the moment. But last time we got smashed in New Zealand."